|
The
key inputs for the warrant liability were as follows as of initial valuation on November 4, 2025:
SCHEDULE
OF KEY INPUTS WARRANT LIABILITY
| Key
Valuation Inputs |
|
|
|
| Expected term (years) |
|
|
2.00 |
|
| Annualized volatility |
|
|
92.27 |
% |
| Risk-free interest rate |
|
|
3.58 |
% |
| Series C Convertible Preferred Stock per
Share Value |
|
$ |
1,177.54 |
|
| Dividend yield |
|
|
0.00 |
% |
| Exercise price |
|
$ |
10,000.00 |
|
The
key inputs for the warrant liability were as follows as of December 31, 2025:
| Key
Valuation Inputs |
|
|
|
| Expected term (years) |
|
|
1.84 |
|
| Annualized volatility |
|
|
86.25 |
% |
| Risk-free interest rate |
|
|
3.47 |
% |
| Series C Convertible Preferred Stock per
Share Value |
|
$ |
950.25 |
|
| Dividend yield |
|
|
0.00 |
% |
| Exercise price |
|
$ |
10,000.00 |
|
The
following table sets forth a summary of the changes in the fair value of the Level 3 warrant liability for the six months ended December
31, 2025:
| |
|
Warrant
Liability |
|
| Fair value as of June 30, 2025 |
|
$ |
- |
|
| Initial fair value of warrant
liability upon issuance |
|
|
882,345 |
|
| Change in fair value
of warrant liability |
|
|
(593,710 |
) |
| Fair value as of
December 31, 2025 |
|
$ |
288,635 |
|
|